You're in Studio Mode. Any changes you make in the Preview screen will not be reflected on the recording/stream (Program window) until you hit the Transition button.
If you want to use standard mode, where all changes are reflected immediately and in real-time, click the Studio Mode button in the bottom-right.
Studio Mode (the 2-window layout) is for making necessary changes off-screen during a live recording or stream, then presenting a fully set-up scene all at once.